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fracdiff/fracdiff

Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by…

github.comPython
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Overview

Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by…

Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by…

Topics & capabilities

machine-learningother-modelsgithubeducationpythontime-seriesfinancepytorch

Repository information

Repository
fracdiff/fracdiff ↗
Repository owner
fracdiff
Primary language
Python
Repository code license
BSD-3-Clause ↗
Maintenance status
Archived at the recorded check
Forked repository
No
GitHub stars
339
Forks
80
Default branch
main
Last repository push
Dec 16, 2023
Latest release
0.9.1 ↗
Release published
Feb 5, 2023
Project homepage
https://fracdiff.github.io/fracdiff/ ↗

Source: GitHub API · observed Oct 11, 2026. Stars and forks are recorded counts. Repository code licenses may differ from dataset or model-weight licenses.

Source links & provenance

https://github.com/fracdiff/fracdiff ↗

Discovery references

References explain how this resource entered the collection. They do not represent an endorsement.

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